-83.7%
IRE vs RVTY
+34.8%
-118.5%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -0.3% | +14.3% | +14.2% |
| 7D | +54.8% | +1.1% | +53.7% | +53.7% |
| 30D | +18.4% | +13.2% | +5.2% | +8.4% |
| 3M | -66.7% | +27.2% | -94.0% | -74.0% |
| 6M | -52.3% | +32.4% | -84.7% | -65.1% |
| YTD | -52.3% | +34.9% | -87.2% | -69.6% |
| All | -83.7% | +34.8% | -118.5% | -89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RVTY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling